+71.5%
CART vs OUST
+569.3%
-497.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.0% | +6.6% | -2.0% |
| 7D | +1.2% | -5.0% | +6.2% | +1.4% |
| 30D | +27.1% | -32.0% | +59.1% | +29.3% |
| 3M | +27.4% | -32.4% | +59.8% | +29.3% |
| 6M | +32.1% | +6.7% | +25.4% | +27.7% |
| YTD | +28.5% | +41.0% | -12.6% | +20.8% |
| 1Y | +58.8% | +18.0% | +40.8% | +50.8% |
| 3Y | +114.8% | +560.6% | -445.9% | +42.5% |
| All | +71.5% | +569.3% | -497.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling